Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47410.5 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46012.48 Kr¶

PnL: ---------------------------------------> -876.09 Kr¶

DD now: ---------------------------------> -2.507 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 11:02:24.270074'

Anic Portfolio¶

Today¶

Return: -0.246 %¶

This Week¶

Return: -0.246 %¶

Total¶

Return: 55.21 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.790000 766.000000 93.000000 13.820000 673.000000
HEBA B 70 -2.990000 2726.500000 90.500000 3.430000 2636.000010
Nordea Bank Abp 29 0.360000 3527.560000 73.560000 2.130000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.300000 3409.600000 32.600000 0.970000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.340000 386.600000 31.600000 8.900000 355.000000
AcadeMedia 12 1.080000 585.600000 28.600000 5.130000 557.000004
Resurs Holding 22 -1.510000 600.820000 26.820000 4.670000 573.999998
Swedbank A 3 -0.250000 587.850000 23.850000 4.230000 564.000000
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
Norva24 Group 16 0.000000 560.000000 17.000000 3.130000 543.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.390000 540.400000 13.400000 2.540000 527.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Corem Property Group B 59 -5.340000 580.860000 3.860000 0.670000 576.999999
Securitas B 6 -2.450000 573.600000 3.600000 0.630000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -3.550000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.220000 528.800000 -3.200000 -0.600000 532.000000
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 -0.550000 564.480000 -18.520000 -3.180000 582.999984
Boozt 12 -2.660000 1626.000000 -28.000000 -1.690000 1653.999996
International Petroleum Corp. 5 -1.830000 563.500000 -31.070000 -5.230000 594.565215
CTEK 13 -1.840000 500.240000 -33.760000 -6.320000 533.999999
Essity B 2 0.790000 538.600000 -35.400000 -6.170000 574.000000
Vivesto 1368 1.480000 562.250000 -50.750000 -8.280000 612.999432
Sampo Oyj SDB 7 0.460000 3797.500000 -52.500000 -1.360000 3850.000000
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 0.760000 3717.000000 -94.000000 -2.470000 3810.999990
Beijer Electronics Group 26 3.360000 2875.600000 -95.400000 -3.210000 2971.000006
OX2 18 0.440000 1451.700000 -212.300000 -12.760000 1663.999992
Axfood 13 1.540000 3520.400000 -235.600000 -6.270000 3756.000001
Ovzon 52 -1.870000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 46012.480000 -876.090000 -2.50749% 46888.564618

Updated:¶

'2023-01-30 11:02:37.009284'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶